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AQR Large Cap Defensive Style N (AUENX)

Nasdaq - Nasdaq Delayed price. Currency in USD
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23.90+0.06 (+0.25%)
At close: 08:01PM EDT

Risk overview

Morningstar risk rating★
Number of years up9
Number of years down2
Best 1-yr total return (16 May 2024)30.11%
Worst 1-yr total return (16 May 2024)N/A

Risk statistics

3 years
AUENXCategory average
5 years
AUENXCategory average
10 years
AUENXCategory average
Alpha
-3.02-0.01
-2.47-0.01
0.56-0.01
BETA
0.790.01
0.820.01
0.820.01
Mean annual return
0.420.01
0.790.01
0.950.01
R-squared
88.80.94
91.710.95
90.570.95
Standard deviation
14.80.17
15.810.19
13.060.15
Sharpe ratio
0.130
0.460.01
0.750.01
Treynor ratio
1.090.03
7.80.1
11.660.1